Related papers: Supermartingales, Ranking Functions and Probabilis…
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…
Superdeduction is a method specially designed to ease the use of first-order theories in predicate logic. The theory is used to enrich the deduction system with new deduction rules in a systematic, correct and complete way. A proof-term…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
There is growing interest in termination reasoning for non-linear programs and, meanwhile, recent dynamic strategies have shown they are able to infer invariants for such challenging programs. These advances led us to hypothesize that…
Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…
We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…
We consider the approximate recovery of multivariate periodic functions from a discrete set of function values taken on a rank-$s$ integration lattice. The main result is the fact that any (non-)linear reconstruction algorithm taking…
Some type-based approaches to termination use sized types: an ordinal bound for the size of a data structure is stored in its type. A recursive function over a sized type is accepted if it is visible in the type system that recursive calls…
We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
In this paper we show the existence of approximate completely positive semidefinite (cpsd) factorizations with a cpsd-rank bounded above (almost) independently from the cpsd-rank of the initial matrix. This is particularly relevant since…
In this paper, we consider large-scale ranking problems where one is given a set of (possibly non-redundant) pairwise comparisons and the underlying ranking explained by those comparisons is desired. We show that stochastic gradient descent…
In this paper, we study the almost sure boundedness and the convergence of the stochastic approximation (SA) algorithm. At present, most available convergence proofs are based on the ODE method, and the almost sure boundedness of the…
We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…
There are many techniques and tools for termination of C programs, but up to now they were not very powerful for termination proofs of programs whose termination depends on recursive data structures like lists. We present the first approach…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…